A skew INAR(1) process on Z
DOI10.1007/S10182-014-0236-2zbMATH Open1443.62242OpenAlexW2026053674MaRDI QIDQ1621964FDOQ1621964
Authors: Wagner Barreto-Souza, Marcelo Bourguignon 
Publication date: 12 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-014-0236-2
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Cites Work
- Discrete analogues of self-decomposability and stability
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Title not available (Why is that?)
- Title not available (Why is that?)
- A non-stationary integer-valued autoregressive model
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Thinning operations for modeling time series of counts -- a survey
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- Serial dependence and regression of Poisson INARMA models
- Some ARMA models for dependent sequences of poisson counts
- True integer value time series
- Some recent progress in count time series
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A discrete analogue of the Laplace distribution
- A skew Laplace distribution on integers
- Estimation in nonlinear time series models
- Controlling jumps in correlated processes of Poisson counts
- Jumps in binomial AR(1) processes
Cited In (18)
- Seasonal count time series
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- An extension on INAR models with discrete Laplace marginal distributions
- A novel geometric AR(1) model and its estimation
- Mixed Poisson INAR(1) processes
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Discrete dispersion models and their Tweedie asymptotics
- True integer value time series
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A geometric time series model with inflated-parameter Bernoulli counting series
- Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
- Thinning-based models in the analysis of integer-valued time series: a review
- Extended binomial AR(1) processes with generalized binomial thinning operator
- A new skew integer valued time series process
- A Trinomial difference autoregressive model and its applications
- Negative binomial autoregressive process with stochastic intensity
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